Created
March 19, 2016 17:46
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KL Gaussian
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| -- torch implementation of KL between Gaussians | |
| self.output = -1/2( | |
| + torch.cmul(iqv, p.sigma):sum() -- trace term, tr(\Sigma_q^{-1} * \Sigma_p) | |
| + torch.cmul(diff:clone():pow(2), iqv):sum() -- difference in means, (\mu_q-\mu_p)^T\Sigma_q^{-1}(\mu_q-\mu_p) | |
| - ndim -- k | |
| + torch.log(q.sigma):sum() - torch.log(p.sigma):sum() -- ratio of determinants log |\Sigma_q| / |\Sigma_p| | |
| ) |
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